Browse by Authors

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Egli, Daniel and Blum, Peter and Dacorogna, Michel M and Müller, Ulrich A (2005): Is the gamma risk of options insurable?

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Bürgi, Roland and Dacorogna, Michel M and Iles, Roger (2008): Risk aggregation, dependence structure and diversification benefit. Forthcoming in:

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Müller, Ulrich A and Bürgi, Roland and Dacorogna, Michel M (2004): Bootstrapping the economy -- a non-parametric method of generating consistent future scenarios.

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Dacorogna, Michel M and Kratz, Marie (2015): Living in a Stochastic World and Managing Complex Risks.

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Dacorogna, Michel M and Busse, Marc (2016): The Price of Being a Systemically Important Financial Institution (SIFI).

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Apicella, Giovanna and Dacorogna, Michel M (2016): A General framework for modelling mortality to better estimate its relationship with interest rate risks.

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Dacorogna, Michel M (2017): Approaches and Techniques to Validate Internal Model Results.

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Limani, Jeta and Bettinger, Régis and Dacorogna, Michel M (2017): On the diversification benefit of reinsurance portfolios.

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Albrecher, Hansjörg and Dacorogna, Michel M (2024): Allocating Capital to Time: Introducing Credit Migration for Measuring Time-Related Risks.